CovarianceUtilities.CalculateMahalanobisDistance(Array, Matrix, Array) Method

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Description

Calculates the Mahalanobis distance of the state relative to the mean state given the specified covariance.

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CovarianceUtilities.CalculateMahalanobisDistance(	Array meanState,
	Matrix covariance,
	Array state)

meanState
Description:	The mean state associated with the covariance matrix.

covariance
Description:	The covariance matrix that describes the Gaussian distribution for the space in which the the Mahalanobis distance is computed.

state
Description:	The state for which the Mahalanobis distance is computed.

Type:

number

Returns the Mahalanobis distance.

myVariable1 = CovarianceUtilities.CalculateMahalanobisDistance(myArray1, myMatrix1, myArray2);